+37.3%
LMT vs HWM
+385.3%
-348.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.7% | +12.8% | +3.5% |
| 7D | -1.5% | -9.2% | +7.6% | -0.4% |
| 30D | -8.2% | -17.9% | +9.6% | -5.8% |
| 3M | +3.7% | -6.0% | +9.8% | +4.5% |
| 6M | -19.2% | -7.4% | -11.8% | -18.6% |
| YTD | +12.9% | +13.1% | -0.2% | +10.7% |
| 1Y | +19.8% | +29.3% | -9.5% | +15.7% |
| 3Y | +37.3% | +389.9% | -352.6% | +15.5% |
| All | +37.3% | +385.3% | -348.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling